Femtosecond laser fabrication of three-dimensional structures for photonics applications is reviewed. Fabrication of photonic crystal structures by direct laser writing and holographic recording by multiple beam interference techniques are discussed. The physical mechanisms associated with structure formation and postfabrication are described. The advantages and limitations of various femtosecond laser microfabrication techniques for the preparation of photonic crystals and elements of microelectromechanical and micro-optofluidic systems are discussed.